How to draw a PostGIS Polygon with holes into Blender using Python
Polygons can't have holes without a pathway between the hole and the perimeter. ( see: BMesh polygons with holes ) 

It is perhaps more convenient to use a 2D Curve. They can represent a face with holes easily using a Spline type called 'POLY'. For Example:



Then later Convert to a Polygon based Mesh and let Blender take care of how it arranges the tessellation.

here a script you could use:

import bpy  

# weight  
w = 1 

def MakeFilledPolyLine(objname, curvename, cLists):
    curvedata = bpy.data.curves.new(name=curvename, type='CURVE')  
    curvedata.dimensions = '2D'  

    odata = bpy.data.objects.new(objname, curvedata)  
    odata.location = (0,0,0) # object origin  
    bpy.context.scene.objects.link(odata)  

    for cList in cLists:
        polyline = curvedata.splines.new('POLY')  
        polyline.points.add(len(cList)-1)  
        for num in range(len(cList)):  
            polyline.points[num].co = cList[num][0], cList[num][1], 0, w

        polyline.order_u = len(polyline.points)-1
        polyline.use_endpoint_u = True
        polyline.use_cyclic_u = True


# using the cyclic switch auto closes the loops, notice i've   
# dropped the last coordinates.
vectors = [
    [[0,0], [10,0], [10,10], [0,10]], 
    [[1,1], [1,2], [2,2], [2,1]]
]
MakeFilledPolyLine("NameOfMyCurveObject", "NameOfMyCurve", vectors)


The upside of this is it would handle polygons with no holes, or with any number of holes using the same code.



If you've come this far, I expect it will be a trivial matter to convert the strings of that PostGIS file into the appropriately formatted nested lists for the MakeFilledPolyLine function.